I actually know of this game because it was made with the same game engine I was tinkering around with back at the time. I couldn't tell you where it was sold though. I'm assuming just at Christian Bookstores and probably online.
Ultimate Doom, at least, was sold at retail. Plus, it was ported to almost every console of the time.
"Game programmers are generally lazy individuals. That's right. It's true. Don't let anyone tell you otherwise. Since the dawn of computer games, game programmers have looked for shortcuts to coolness." Kurt Arnlund - Game programmer for Activision, Accolade...
TimTendo is actually kind of correct here. Originally Doom was distributed using the Shareware model--if you liked the first episode, you sent Id money and they would send you the full game. The channel Lazy Game Reviews has even shown what the mail-order boxed version looked like.
Then Doom II came about mainly because Id's partner GT Interactive wanted a piece of the pie. It's pretty much the same story with Ultimate Doom--made specifically so there'd be a retail version of the first game. Both Ultimate Doom and the various console ports happened about 2-3 after the initial release of vanilla Doom, so for that time mail-order was how you did it.
Whether Doom counts as a Christian game, on the other hand? I dunno... though it could be reworked into one easily. And considering the fan community, there's probably already a custom wad like that out there.
Shareware versions were sold at retail though, weren't they? What type of stores originally sold them?
Practically any store that carried video games, to my memory. Wal-Mart, CompUSA, Best Buy....
I do recall thinking this was kind of dumb though, since you were essentially paying money for a demo. It apparently used to cause a lot of confusion because people would buy just the shareware version and wind up thinking they had gotten the full game.
My grandparents would occasionally bring home catalogs handed out at their church during that era. I'm not sure what sort of effect they had on sales, but the Wisdom Tree games usually received prominent placement in the kids section.